SAMOS 2012 ***7th Conference in Actuarial Science & Finance on Samos ***

7th Conference in Actuarial Science & Finance on Samos

May 28 - June 3, 2012

Invited Speakers

Conference program

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Previous conferences

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Invited Speakers

Session 1: Modeling Rare Events, Extremes and Dependence,
The Multidimensional Edge: Seeking Hidden Risks
by Sidney Resnick – Cornell University, USA

Session 2: Stochastic Models in Non-Life Insurance:
Ruin Probabilities and (Exponential) Appell Polynomials
by Vladimir Kaishev - City University, United Kingdom

Session 3: Life, Health and Pension Insurance:
Safety margins for unsystematic biometric risk in life and health insurance
by Marcus Christiansen - Ulm University, Germany

Session 4: Risk and Stochastic Control:
Operator methods for the solution of Bellman equations
by Christian Hipp - Karlsruhe University, Germany

Session 5: Statistical Methods in Insurance and Finance:
Exponential Conditional Volatility Models
by Andrew Harvey – University of Cambridge, United Kingdom

Session 6: Financial Theory and Practice:
Risk measures and backward stochastic difference equations
by Robert Elliott – University of Adelaide, Australia

Closing Ceremony:
Quadratic hedging and portfolio choice problems
by Martin Schweizer – ETH Zurich, Switzerland